Can I get pregnant on the last day of the injection?

Hello, I'm due for another injection (depo) on the 15th but I'm wondering, can I get pregnant the day before on the 14th (last day of the injection being in my system) if I were to have sex?

Also, I personally hated the injection as my body didn't react too well to it so I'm going back to the pill. I'll take the pill on the 15th (the day I'm supposed to have the injection), will I be protected immediately?

Thank you

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