What's happening is the employer is submitting the direct deposit on Friday which usually takes 2 to 3 business days, the ideal thing to do is to process the payroll for direct deposit by Tuesday or Wednesday prior to Friday pay date.
Since we are on the subject of direct deposit, a client of mine employee told him, if he didn't pay him via direct deposit, the bank was going to freeze his account, my client called me all scared and asked me what can we do, I told him more then likely this is a lie and have your employees' bank call me. This was about 5 months ago and I am still waiting for them to call me.