I just wanted to say that I conceived my son on the last day of my period. Sooo, in MY experience, it is definitely possible.
If your cycles are short,then its possible,although you cannot concieve on your period itself.if you have sex during your period and ovulate soon after due to a short cycle then sperm will be and can be waiting.
I agree with sprarah and wanted to add that you COULD get pregnant on the last day or so of your period if you have very short cycles, but with having a period every 3 months, and on bc, it's very slim chance.
If you have been taking your BC and have not missed any pills then more than likely you are not pregnant. Even if you did miss pills it is very rare to get pregnant while on your period. And yes you should continue taking your pills. Hope this helps.