Saturn's Day in 18 minutes. What's the source of Friday though? I'm never sure.
Sunday
The name comes from the Latin dies solis, meaning "sun's day": the name of a pagan Roman holiday. It is also called Dominica (Latin), the Day of God. The Romance languages, languages derived from the ancient Latin language (such as French, Spanish, and Italian), retain the root.
French: dimanche; Italian: domenica; Spanish: domingo
German: Sonntag; Dutch: zondag. [both: 'sun-day']
Monday
The name comes from the Anglo-Saxon monandaeg, "the moon's day". This second day was sacred to the goddess of the moon.
French: lundi; Italian: lunedi. Spanish: lunes. [from Luna, "Moon"]
German: Montag; Dutch: maandag. [both: 'moon-day']
Tuesday
This day was named after the Norse god Tyr. The Romans named this day after their war-god Mars: dies Martis.
French: mardi; Italian: martedi; Spanish: martes.
The Germans call Dienstag (meaning "Assembly Day"), in The Netherlands it is known as dinsdag, in Danmark as tirsdag and in Sweden tisdag.
Wednesday
The day named to honor Wodan (Odin).
The Romans called it dies Mercurii, after their god Mercury.
French: mercredi; Italian: mercoledi; Spanish: miércoles.
German: Mittwoch; Dutch: woensdag.
Thursday
The day named after the Norse god Thor. In the Norse languages this day is called Torsdag.
The Romans named this day dies Jovis ("Jove's Day"), after Jove or Jupiter, their most important god.
French: jeudi; Italian: giovedi; Spanish: jueves.
German: Donnerstag; Dutch: donderdag.
Friday
The day in honor of the Norse goddess Frigg.
In Old High German this day was called frigedag.
To the Romans this day was sacred to the goddess Venus, and was known as dies veneris.
French: vendredi; Italian: venerdi; Spanish: viernes.
German: Freitag ; Dutch: vrijdag.
Saturday
This day was called dies Saturni, "Saturn's Day", by the ancient Romans in honor of Saturn. In Anglo-Saxon: sater daeg.
French: samedi; Italian: sabato; Spanish: sábádo.
German: Samstag; Dutch: zaterdag.
Swedish: Lördag; and in Danish and Norse: Lørdag ("washing day").
Source: Encyclopedia Mythica