Shares were set to open slightly lower on Wednesday, after strong gains in the previous session, and as investors awaited further economic data to gauge the strength of recovery in the world's biggest economy At 5:03 a.m. ET, futures for the Dow Jones, S&P 500 and Nasdaq were all down 0.1 percent.
* The FTSEurofirst 300 <.FTEU3> index of leading European shares was down 0.2 percent at 1,139.55 points. Nokia
* Building supplies company Wolseley
* The euro was volatile on Wednesday, hitting a fresh four-week high against the dollar, although fresh doubts about whether Greece will receive aid from the IMF and a key chart resistance levels kept a lid on gains.
* ADP Employment data, due at 1215 GMT, may show that U.S. private employers added 175,000 jobs in May, according to a Reuters poll of analysts. This is slightly down on 179,000 jobs created in April. The report comes ahead of the closely-watched non-farm payrolls data on Friday and after other recent indicators, notably in housing, have suggested slowing growth.
* However, on a brighter note the Institute for Supply Management's monthly factory indicator is seen easing just a bit to a still strong 57.7. Supply chain disruptions resulting from the Japanese earthquake and tsunami are being blamed for pushing the index lower this month.
* Also construction spending for April should rebound from weather-related setbacks since December but March's construction spending increase of 1.4 percent could be followed by a far softer rise of 0.3 percent. Estimates by 50 economists polled by Reuters varied widely, from a fall of 1.5 percent to a gain of 1.1 percent.
* U.S. share prices rose on Tuesday as hopes for a new plan to deal with Greece's debt crisis relieved some investor worry, but grim economic data suggested more hurdles ahead as the Standard & Poor's 500 Index <.SPX> closed out its worst month since August.
* The Dow Jones industrial average <.DJI> and S&P rose 1 and 1.1 percent respectively; the Nasdaq Composite Index <.IXIC> rose 1.4 percent. For May, the S&P fell 1.4 percent, its worst month since August, when the U.S. Federal Reserve announced the second round of its quantitative easing program.
(Reporting by Brian Gorman; Editing by Greg Mahlich)