Correct!
Merriam-Webster Online Dictionary:
One entry found for rumour.
Main Entry: ru·mour
Pronunciation: 'rü-m&r
chiefly British variant of RUMOR
For some reason, I've spelled it that way ("rumour") my entire life. I also have grown up spelling "Humour" that way, too...
I draw the line at "Centre", "Metre" and stuff like that though. Too weird ;0)