Issue: the woocommerce price filter is not working.
Solution: The issue is likely due to a compatibility issue with your theme. To solve that, you will need to declare the theme woocommerce support and copy your page.php file content to a new file that you will call woocommerce.php. You will replace the loop by <?php woocommerce_content(); ?>
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You will also need to make sure woocommerce support is declared in your theme functions.php: add_theme_support( 'woocommerce' );
For more info on woocommerce theme development and support: