import pandas as pd
df = pd.DataFrame({'Close': [1.08515, 1.08239, 1.07502, 1.07766, 1.09256, 
    1.09218], 'DateTime': ['2016-01-03 00:00:00+00:00',
    '2016-01-04 00:00:00+00:00', '2016-01-05 00:00:00+00:00',
    '2016-01-06 00:00:00+00:00', '2016-01-07 00:00:00+00:00',
    '2016-01-08 00:00:00+00:00'], 'High': [1.08723, 1.09464, 1.08388, 
    1.07994, 1.09401, 1.093], 'Low': [1.08451, 1.0781100000000001, 
    1.0710600000000001, 1.07185, 1.0771, 1.0803], 'Open': [1.08701, 1.08701,
    1.08238, 1.07504, 1.0776700000000001, 1.09255]})
df['DateTime'] = pd.to_datetime(df['DateTime'])
delete a row from dataframe when the index (DateTime) is Sunday