The following exercise for headaches should be done in a pain free range and are just a general treatment without assessing what is the cause of your pain. Please seek advice from a professional.
Lay on your back on the floor and gently place a tennis ball on the back of your head/neck just below the occiput (the round bit of your skull where it meets the top of you neck)
Allow the tennis ball to sink gently in to your muscles and take some deep breaths. As you are doing this move your head in very small circular movements to massage the same muscles under your skull
In a seated position and looking forward try to push you head backwards so that your are making a double chin. The idea is to keep your head level and not look up or down. You should feel a small stretch at the back of your head. Hold this for a few seconds then rest. Then repeat 10 -20 more times.
In a seated position lean your head back a little and then at the same time rotate your head to the right (so that you are looking signally upwards). You may feel a small stretch at the front and side of your neck here. Then with your hand push down on your collar bone on the right hand side.
Hold for 30 secs and then repeat for the other side. (Look up, rotate left and pull down on the collar bone on the left hand side)