What Causes Late Period While On Birth Control?

I recently got the depo provera shot, on January 7th. It was about a week after I was finished my period and I had sex right after my period had ended and before I got my shot. I didn't use protection with my boyfriend because I thought that I was still on my period but found out a few hours later that I wasn't. I still haven't gotten my period and I usually get it within the last few days of the month or the first few days of the following month. But I have yet to get it. I was just wondering if there was a chance that I'm pregnant, and if not why my period is two weeks late?