You can create candlestick/OHLC charts with dyCandlestick function. For example:

library(xts)
data(sample_matrix)
m <- tail(sample_matrix, n = 32)
dygraph(m) %>%
  dyCandlestick()

Candlestick charts use the first four data series to plot, the rest of the data series (if any) are rendered with line plotter:

m <- cbind(m, apply(m[, 1:3], 1, mean))
colnames(m)[5] <- "Mean"
dygraph(m) %>%
  dyCandlestick()

You can also use compress function argument to compress chart data annually, quarterly, monthly, weekly or daily depending on the current chart zoom level to prevent chart bars overflow:

library(xts)
data(sample_matrix)
dygraph(sample_matrix) %>%
  dyCandlestick(compress = TRUE)
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