Narrative:

While approaching den on the KOHOE3 RNAV arrival; the ATIS reported ILS; RNAV or visual approaches in use. We setup and briefed the ILS 35R approach. After checking in with the second approach controller; we were issued the RNAV (rnp) runway 35R. This assignment required a lot more cockpit workload; not to mention; this was the first leg of IOE for my first officer. After loading the RNAV approach; I brought up the doggg waypoint on approach and executed. The legs page and the map magenta line looked correct. After the msims waypoint; the route did not sequence to fronz; the aircraft continued downwind. Controller called us off course and issued vectors for visual approach.I really don't know what the setup error was as the magenta line showed radius leg to fronz. The doggg waypoint may have become the active waypoint and I did not catch it. This is the only reason I can think of. The late assignment to the RNAV approach caused high cockpit workload and I may have missed improper leg page sequencing.

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Original NASA ASRS Text

Title: B737NG flight crew reported ATC issued a new clearance when they deviated from the RNAV Z 35R approach to DEN.

Narrative: While approaching DEN on the KOHOE3 RNAV arrival; the ATIS reported ILS; RNAV or visual approaches in use. We setup and briefed the ILS 35R approach. After checking in with the second Approach Controller; we were issued the RNAV (RNP) RWY 35R. This assignment required a lot more cockpit workload; not to mention; this was the first leg of IOE for my First Officer. After loading the RNAV approach; I brought up the DOGGG waypoint on approach and executed. The legs page and the map magenta line looked correct. After the MSIMS waypoint; the route did not sequence to FRONZ; the aircraft continued downwind. Controller called us off course and issued vectors for visual approach.I really don't know what the setup error was as the magenta line showed radius leg to FRONZ. The DOGGG waypoint may have become the active waypoint and I did not catch it. This is the only reason I can think of. The late assignment to the RNAV approach caused high cockpit workload and I may have missed improper leg page sequencing.

Data retrieved from NASA's ASRS site and automatically converted to unabbreviated mixed upper/lowercase text. This report is for informational purposes with no guarantee of accuracy. See NASA's ASRS site for official report.