At this early stage following fertilization of your egg, the developing embryo will signal its existence to the pituitary gland in your brain and switch off your menstrual cycle. It does this by producing a new hormone, called human chorionic gonadotrophin (hCG). This hormone overrides your usual monthly cycle and maintains the high progesterone levels that are essential for your pregnancy. The hormone progesterone (see This is Day 4 of your Menstrual Cycle) is essential to an embryo's survival in the uterus, and therefore to your baby's well-being and development before birth.
Later, starting around weeks four to five, your embryo will make all the hormones needed to maintain its own life. Of course its nourishment and shelter come from you, but even in the very early weeks of pregnancy the embryo behaves like an independent human, at least as far as its hormones and genes are concerned.