A bank on the ground floor of a seven-storey residential building near the Champs-Elysees was also set ablaze.
The interior ministry estimated 10,000 people had participated in the protest in Paris, compared with 3,000 on the previous Saturday.
The Bank Tarneaud branch was located near Champs Elysees, the central axe of the weekly protests.
Last week, only around 28 000 people demonstrated nationwide, according to the authorities, a tenth of the numbers that turned out for the inaugural protest on November 17.
Police fired tear gas to disperse protesters who erected barricades near the Champs-Elysees in scenes reminiscent of some of the most tense "yellow vest" rallies. Eleven people, including two fire fighters, suffered minor injuries, the fire service told AFP.
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Demonstrators have looted shops in Paris in a resurgence of the gilets jaunes ("yellow vest") protests that started four months ago in France.
Interior Minister Christophe Castaner said that more than 1400 police officers had been mobilised and police said they had arrested more than 80 protesters by mid-afternoon.
Named after the high visibility vests French drivers have to keep in their cars and worn by protesters, the revolt quickly swelled into a broader movement against Macron and his reforms.
The yellow vest movement has faced accusations of anti-Semitism in recent weeks after a prominent Jewish philosopher, Alain Finkielkraut, was targeted by insults and taunts in Paris.
Protest organizers had hoped to make a splash Saturday, which marks the 4-month anniversary of the yellow vest movement, which started November 17, and the end of the "Great Debate" that the French president organized to respond to protesters' concerns about sinking living standards, stagnant wages and high unemployment.
Black-clad demonstrators encircled the square surrounding the arch, pelting the police with stones. "I'm not in favour (of violence) but we are ruled by corrupt people who dare to lecture us", Jean-Francois Bernard, a landscape gardener who was among the protesters, told AFP.
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"Macron, we're coming to get you at home", some of the protesters chanted, referring to the presidential palace near the Champs-Elysees.
Protesters were out in force today, pouring into the capital from around the country. Police closed down several streets and fanned out around the Right Bank. The grassroots movement appears to be fizzling out but some are trying to ignite protestors again.
He then travelled the length and breadth of the country, engaging in marathon debates with local politicians and voters.
But the measures failed to quell the anger of the demonstrators, who accuse the former investment banker, of being in the pocket of the rich.
The organisers of Saturday's protest presented it as an "ultimatum" to Mr. Macron, prompting fears of a return to the violence that characterised earlier rallies.
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