The rules for construct price say:
As a rough guideline, a construct’s price is equal to its challenge rating squared, then multiplied by 500 gp. Constructs with a fractional CR rating base their price on that fraction of 500 gp.
The first special ability is included in the construct’s base cost. The next two special abilities increase the calculated price by +1/2 CR per ability. Thereafter, any additional special abilities add +1 CR per ability.
The Clockwork Soldier has four special abilities: efficient winding, proficient, standby, and latch. This gives it a CR boost of 2 for the purposes of cost. In addition, it has a Strength of 28, which is higher than most other CR 6 monsters, which can count as a special ability for the construct price rules. This gives us a total of CR 9 for pricing. CR 9 constructs cost 40500 gp, according to the formula. 40500 is a bit higher than the listed 37000 listed, but it might be adjusted down due to other factors.
Alternately, not counting the high Strength, a CR 8 construct costs 32000 gp, according to the construct price rules. This is a few thousand lower that the 37000 listed, but it's decently close.