In short, EMDR did wonders for me. I had been through LOTS of 'talk therapy', and wanted something different. It was, and it helped amazingly!
The easiest way for me to explain what I know about how it works, is that the tapping, or the vibrating 'pads' (they vibrated alternately between my right and left hands) keeps a part of our brain 'busy' while the therapist 'implants' new, pre-discussed information spoken by the therapist. It's a way to get deeper into the subconscious mind.
That being said, each therapist has a somewhat different, though similar way of practicing it, but I know it helps. It helped me get closure regarding the way my daughter died, and helped my father 'reach' farther into his mind for clues to his depression. Sometimes just talking about our problems isn't enough, and I, for one, needed something different.
Give it time, and accept that this could be helping you in such a subtle way, that you may not have noticed changes yet. The effects are not big, and often are hard to put into words. It can help in more than one area in your thinking patterns, and thus, can benefit you unpredictably.
I hope this helps a bit!
Welcome, and I wish you peace on your journey!