Nancy,
The goal of EMDR is to help patients who have experienced trauma to deal with unresolved issues surrounding that experience. Most of the research on this technique has been done with patients who have some form of PTSD. Through using this technique, many patients are able to better cope with the lingering effects of their trauma. EMDR should also be conducted by a trained psychiatrist or psychologist.
I personally have used EMDR to help with a specific traumatic experience I suffered about 6 years ago. I had an extremely hard time talking about it and also found it difficult to remember some of the details. EMDR helped me.
I have come across some studies about the use of EMDR for Migraine patients but there hasn't been a great wealth of research on this topic. Some people do believe that serious stress or traumatic events can cause or exacerbate Migraines. If you feel that this applies to you, maybe EMDR would be helpful for you to explore. However, it just doesn't seem like there is a great emphasis in the mental health community on using it to specifically treat Migraines without there being a tie to a traumatic event.
If you do persue EMDR, just make sure you are using a trained professional who you trust and understands what your goals and objectives are.