Chemical pregnancy is a confusing term. If a doctor tells you that you had a chemical pregnancy, it makes it sound as if you were never really pregnant. But a chemical pregnancy does mean there was really a conception; the pregnancy just ended before there was any other evidence of the pregnancy except biochemical changes (ie., increases in hCG levels).
Usually, the term "chemical pregnancy" refers only to an early pregnancy loss and not the early stages of a viable pregnancy. In a chemical pregnancy, the hCG levels never rise very high and the woman usually begins to have bleeding less than a week after having a positive pregnancy test. Doctors believe that chemical pregnancies never fully implant properly and they suspect that most involve chromosomal abnormalities.
In contrast, a "clinical" pregnancy is one that is far enough along that a doctor could theoretically obtain other clinical evidence of the pregnancy, such as being able to see the gestational sac or fetal pole on an early ultrasound or being able to detect that the woman's uterus is growing larger. A doctor may use the term "clinical miscarriage" if a miscarriage happens after the point that the pregnancy was considered a clinical pregnancy.