Original Holy Day is Saturday
Firstly, a small correction, holy day of the week for Judaism is Saturday known as Sabaath. Even in the general usage of Arabic and Hebrew BOTH, Saturday is called as sabaath (as-sabath and yom sabaath respectively).
Even the Quran acknowledges the establishment of as-sabaath as the holy day for the Jews.
And We raised over them the mount for [refusal of] their covenant; and We said to them, "Enter the gate bowing humbly", and We said to them, "Do not transgress on the sabbath", and We took from them a solemn covenant. (Quran 4:154)
Why was it changed to Sunday in Christianity?
Why Christianity changed it to Sunday is something that is covered by the experts on Christianity.SE.
Why was it changed to Friday in Islam?
Friday is called as "Juma" in arabic. There is a chapter al-Juma(#62) in the Quran that is dedicated to Friday. The verse actually does not necessitate resting like Jews were required to rest on Sabaath (Saturday).
O you who have believed, when [the adhan] is called for the prayer on the day of Jumu'ah [Friday], then proceed to the remembrance of Allah and leave trade. That is better for you, if you only knew. (Quran 62:9)
The above verse does not require us to be resting on Friday, rather be involved in trade and leave it only at the time of the Friday prayers.
As Muslims we know that Allah has not forgotten sign from the Quran in comparison to the signs in the Torah, Psalms & Gospel. Rather replaced it with something similar or better.
We do not abrogate a ayah or cause it to be forgotten except that We bring forth [one] better than it or similar to it. Do you not know that Allah is over all things competent? (Quran 2:106)
Does Friday have pagan origins?
The issue with pagan rituals are that they are inconsistent and have multiple gods. The number gods are so large that any given day or month is associated with a god.
In Jewish tradition the presiding pagan race was Mesopotamian and they associated Saturday with NINURTA an eagle god of war and irrigation. BUT the sabaath comes from resting and has NOTHING to do with that pagan practices associated with ninurta.
In Islamic tradition, the very word "Jumah" means gathering, even though there might have been some god associated in pre-Islamic arabia to Friday. It has nothing to do with those pagan practices.