There does not seem to be an option for changing text portions of dates (such as the name of the month) to UPPERCASE (or lowercase) using the Field command dialog box. All of the examples shown are in First capital.
However, if you explore other fields where there are options to change the case, you can see that setting a field to UPPERCASE simply adds some code to the end of the field like this: "%tc1". Read more about Changing the case of date fields