1. In a stand mixer fitted with the paddle attachment, combine the yeast, sugar and pickle juice. Let sit until foamy, about 10 minutes.
2. Add the olive oil, salt, pickles and bread flour, and mix until combined. Add in the rye flour and mix until a dough forms.
3. Transfer the dough to a lightly floured surface. Knead for 10 minutes until smooth and elastic.
4. Place the dough in an oiled bowl, cover with a damp cloth and let it rise for about 1 hour until the dough doubles in size.
5. Punch down the dough and place it in an oiled 8-by-4-inch loaf pan. Cover with plastic wrap and let it rise for another hour.
6. Preheat the oven to 425°. Bake until the interior reaches 190° and sounds hollow when tapped, 25 to 30 minutes. Allow the bread to cool completely before slicing and serving.