A bale forming apparatus for forming cylindrical bales (B, B') of material, the bale forming apparatus comprises • an intake device with an outlet, • a bale forming device, • a bale supporting construction, • at least one pushing member (24.1, 24.2), • several guiding members (19, 28.1, 28.2), • a holding device for the pushing member (24.1, 24.2), and • a drive (30, 31, 32, 33) for the holding device, the bale forming device comprises a bale forming means adapted for surrounding a bale forming chamber adjacent to the outlet, the guiding members (19, 28.1, 28.2) are adapted for guiding the bale forming means, the bale forming means is guided around all or at least some of the guiding members (19, 28.1, 28.2), the or every pushing member (24.1, 24.2) is mechanically connected with the holding device, the intake device is adapted for conveying material through the outlet into the bale forming chamber, the bale forming apparatus is adapted for forming from the conveyed material a bale (B, B') in the bale forming chamber, the bale supporting construction is adapted for carrying a bale which has been formed in the bale forming chamber, the holding device is mounted such that it can be rotated around a rotating axis, the drive (30, 31, 32, 33) is adapted for rotating the holding device around the rotating axis in a rotating direction, the bale forming apparatus is arranged such that rotating the holding device around the rotating axis in the rotating direction causes the or every pushing member (24.1, 24.2) to be rotated on a circular path in a pushing direction, the bale forming apparatus is further arranged such that rotating the pushing member (24.1, 24.2) in the pushing direction pushes a bale formed in the bale forming chamber away from the outlet and onto the bale supporting construction, and at least one guiding member (28.1, 28.2) is pivotally mounted such that the pivotal guiding member (28.1, 28.2) can be pivoted into a guiding position, and the or every pivotal guiding member (28.1, 28.2) being in the guiding position contributes to guide the bale forming means such that a bale forming chamber surrounded by the bale forming means and adapted for forming a further bale (B') is also provided while the bale supporting construction carries a bale having been pushed by the pushing member (24.1, 24.2), characterized in that the pivotal guiding member (28.1, 28.2) is pivotally connected with the holding device by means of at least one guiding member arm (26.1, 26.2), the guiding member arm (26.1, 26.2) • carries the pivotal guiding member (28.1, 28.2) and • can be rotated with respect to the holding device for pivoting the pivotal guiding member (28.1, 28.2) into the guiding position. • an intake device with an outlet, • a bale forming device, • a bale supporting construction, • at least one pushing member (24.1, 24.2), • several guiding members (19, 28.1, 28.2), • a holding device for the pushing member (24.1, 24.2), and • a drive (30, 31, 32, 33) for the holding device, • carries the pivotal guiding member (28.1, 28.2) and • can be rotated with respect to the holding device for pivoting the pivotal guiding member (28.1, 28.2) into the guiding position.