Looks like you need to handle an irregularly spaced time series, so ts is not an option. Use one of the other time series libraries. zoo is the most widely used, but some other options are timeSeries, xts, fts, and its. Have a look at the CRAN view: http://cran.r-project.org/web/views/TimeSeries.html.
One challange that I can see right now is your date format. I suggest either reformatting the date first in your data or else using the format() function in R, but you will need to convert those into a Date or POSIX object in R to use it with a time series package.
You can use the read.zoo() function to read in your file a a time series. Also have a look at the vignette. For the EWMA, I believe that there are several options there too. Rmetrics and TTR both have versions.
I'll post an example when I get to a computer. Incidentally, there are many resources available on this subject. Have a look at this ebook: http://www.rmetrics.org/ebooks/TimeSeriesFAQ.pdf.