Is Duphaston Advisable During Pregnancy?

hello doctor,
my doctor has suggested me for take duphoston tablet twice in the day, actually my medical history is that in the month of sept 2014 i had misscarriaged due to passive infection in my body, doctor said at least for three months don't take chance of pregnancy but erroneously in last month i got preganant and now doctor suggested me tablet of duphoston, i just want to take second opinion, is it fine to take this medicine in the preganancy? even when i took this medicine my headache has start so please recommend me on the same? why doctor has suggested me to take this medicine in this my pregnancy?