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Usually pregnancy does not occur due to intercourse while you are on your periods as the chance of egg being present in your system is nil. Consider waiting and watching for your next periods. Look out for development of any other new symptoms if you suspect to be pregnant. If you miss your periods, or have altered bleeding, then consider visiting your doctor/gynecologist for thorough examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately).
Take care.