Main Reforma avenue has been closed by the protesters.
Vehicular chaos is expected to ensue.
"Legal dope raises morals," chanted the protesters while walking to Segob.
Manufactured exports fell 2.8 percent in March from February in seasonally adjusted terms, the national statistics agency said.
The protest was just one of many held in Mexico.
The authorities in both countries are no longer investigating the case.
The auto production fell 11 percent in March compared with the same month last year and exports plunged 14.2 percent in the same period due to programmed shutdowns for maintenance and the Easter week vacation.
Este es el tercer año consecutivo en el que Nissan apoya a la Escuela de Samba Académicos do Salgueiro en el Carnaval de Río de Janeiro
They took from the central Metropolitan Cathedral to the northern Basilica of Guadalupe.