From the US State department:

Location: Juarez Hemicycle near Palacio de Bellas Artes Event: Anti-gentrification demonstrations are expected to take place on Sunday, September 14 starting at 4:00 p.m. At previous demonstrations, protesters vandalized property and threw rocks at people perceived to be foreigners. U.S. government personnel are advised to avoid the demonstration area. U.S. citizens should avoid participating in demonstrations that may be deemed political by authorities, as Mexican law prohibits political activities by foreign citizens and participation may result in detention or deportation. Expect traffic congestion, enhanced police presence, and increased security measures in the area.