Ewing was part of a six-way tie atop the leaderboard heading into the final three holes but eagled the 16th to move clear of Lee Jeong-eun, Emily Pedersen, Perrine Delacour, Jaravee Boonchant and Amy Yang.
"Obviously it was exciting to get in with a good first round, but a long way to go from Sunday," Ewing said.
"It's great to put a good first round together, but in major championship golf you can never really lose focus."
England's Charley Hull is three shots off the lead after the opening round, having carded 71. More than half of the field were separated by just five strokes at the end of the first day.
Japan's Nasa Hataoka was among the early leaders but settled for a two-under 70 on a day when no player finished bogey-free.
Holder Ashleigh Buhai of South Africa recovered from two early bogeys to finish on 74, tied with Frenchwoman Celine Boutier who is looking for a third straight victory after her wins at the Women's Scottish Open and Evian Championship.