Doesn't it have to do with the locale you've got set up?
Check it in Language Support -> Regional Formats.
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https://bugs.launchpad.net/bugs/1626042
Title:
Language in Unity calendar
** Changed in: unity (Ubuntu)
Importance: Undecided => High
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https://bugs.launchpad.net/bugs/1626042
Title:
Language in Unity calendar doesnt match with Ubuntu installation
To
Status changed to 'Confirmed' because the bug affects multiple users.
** Changed in: unity (Ubuntu)
Status: New => Confirmed
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https://bugs.launchpad.net/bugs/1626042
Title:
After rebooting the PC, even though I changed the LOCATION time to
Geneva (previously Zurich), the Week day is still in German in Calendar,
while my Ubuntu installation is all English.
** Attachment added: "Screenshot Desktop Mismatch Language Clock-Calendar
2016-09-21.png"