Good job using a condom!! Keep doing that for sure! That sure does cut down on your chance of pregnancy.
Your period may have already been late. BUT, remember, a late period means that you ovulated late. And this means you don't know when you 'could' conceive.
But sex on day period is due and missing it is not correlated. You'd be late for what is going on in your cycle as that would be too soon to have anything related to conception happening. We ovulate for 24 to 48 hours a cycle and that is all but sperm lives for up to 5 or so days leading up to ovulations. That is the window of conception but--- when you don't know when that is (and no one EVER really does even if they track their cycles and they think they are regular)-- using protection each time is essential. Which you did. (good job!) good luck
If you had protected sex, and the condom did not break, etc... You're probably not pregnant because of this time having sex. Have you had unprotected sex within the last 5-6 weeks?
Maybe because you had sex your period didn't come down. Our bodies are different that way.