Translation of months and days in Calendar Views Module
You need to translate the strings. Go to Administration » Configuration » Regional and language » Translate interface, in the menu.

Then search for !month-name and !day-abbreviation and translate the strings to your language.

You can also download translations for the whole module on https://localize.drupal.org/translate/languages/fr

You can also use the Localization update module. From the UI of the module you can download and keep track of new translations for your downloaded modules.