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It is not impossible to find women getting pregnant while being on hormonal birth control. No form of birth control is perfect in preventing pregnancy, each method is associated with a failure rate. If your urine pregnancy tests show positive results, then it is recommended that you go ahead with visiting your doctor/gynecologist for examination (to confirm pregnancy related changes/signs in body) and a blood/serum HCG level test (to confirm/rule out pregnancy accurately). If pregnancy gets confirmed, then the implant needs to be removed.
Take care.