Date: 201807
Local time of day: 1801-2400
Location: DEN.Airport, CO
Flight conditions: VMC
Aircraft: B757 Undifferentiated or Other Model
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Passenger
Flight phase: Final Approach
Airspace: Class B DEN
ATC / advisory: TRACON D01
Reporter organization: Air Carrier
Reporter function: Pilot Flying; Captain
Reporter qualification: Flight Crew Multiengine; Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument
Human factors: Situational Awareness; Time Pressure
Second reporter function: Pilot Not Flying; First Officer
Anomaly: ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Detector: Person Air Traffic Control; Person Flight Crew
When detected: In-flight
Result: Air Traffic Control Issued New Clearance; Flight Crew Became Reoriented; Flight Crew Returned To Clearance
Contributing factors: Human Factors; Procedure
Primary problem: Human Factors

Narrative: We initially briefed and set up for the ILS 16R Approach. We were later told to expect the RNAV (RNP) Z RWY 16R Approach. We quickly briefed the approach; to include a review of the RNAV (RNP) approach briefing guide in the QRH. However; the entire guide was not completed due to time constraints. We were cleared for the approach. We received an Alt Hold FMA prior to CLFFF; and reset the MCP altitude. We crossed CLFFF at 11000 [ft] and 210 knots. The autopilot remained engaged. The FMAs showed LNAV and VNAV PATH; but the aircraft did not start to descend. While trying to figure out the problem; CEPEE intersection quickly followed and the airplane did not start a turn. Shortly thereafter ATC said he noticed we were not on the RNAV approach and gave us vectors to the visual approach. We both made another note of the FMA status-LNAV and VNAV PATH. Subsequent approach and landing were uneventful. A few items to point out: I am a new captain on this aircraft-just finished consolidation the day prior. This is the first RNAV approach I have conducted since training. Of course; I am still on high minimums. The First Officer had just been involved with an emergency procedure 6 hours prior to this flight; on a different leg with a different Captain. We believe if ATC would have given us more advanced notice of the anticipated RNAV approach expectation; we would not have been so rushed. In this case though; we're not sure that would have prevented the issue. The RNAV approach is conducted so rarely that all ATC facilities could help the pilot group greatly; as there is much more to accomplish and lengthy briefings which need to take place. We did notice; as we debriefed the flight; that the 'VOR/DME NAV-OFF' step in the briefing guide was missed. Again; we're not sure if this was the cause of the issue. Overall; safety was never in doubt; it was a clear night; and no traffic nearby. It was a good learning experience; and if we were to do it all over again; we would probably ask for vectors for the visual or ILS approach; and as a last resort; holding to have more time to review the entire RNAV briefing guide.


Second narrative: [Report narrative contained no additional information.]


Synopsis: B757 flight crew reported a track deviation occurred on the RNAV (RNP) Z Rwy 16R approach to DEN. Reporters cited a late change to the clearance as contributing.