A tweet by Brazil’s Social Liberal Party leader Coronel Tadeu and an article by the Brazilian news portal G1 refutes the claim.
Brazil’s Social Liberal Party, Coronel Tadeu has also shared the same video on his Twitter account on 8 November 2019, with a caption that bandits stole the GCM's gun and shoots.
The Brazilian news portal G1 article has explained that a GCM (Metropolitan Civil Guard) was attacked by bandits, and the guard's weapon was stolen by one of the bandits. According to the City Hall, after stealing the guard's weapon the bandit started firing and also hit the GCM.
Hence, it is confirmed that the video which is circulating on social media is related to the clash between the bandits and the Brazilian GCM but not in fact related to French police.