Christie fell in the 1500m quarter-finals and didn't progress through her semi-final over the 500m sprint distance.
She will look to finish a disappointing week in her signature 1000m event on Sunday, the distance in which she claimed last season's World Cup title and bronze at the World Championships.
There was also disappointment for the British women's relay squad, in which Christie is joined by European bronze medallist Charlotte Gilmartin, Alex Stanley and 17-year-old Kathryn Thomson.
They need to finish the World Cup qualification period ranked in the world's top eight but they finished third of three in their heat and were eliminated.
Elsewhere, Richard Shoebridge was fourth in his 500m quarter and missed out on semi-final progress.