I think most tests today are pretty reliable from day period is meant to start. However (apologies if you already know your cycle inside out/how cycles work/the science bit, please ignore all the following if so) there are a couple of possibilities.
a) it is possible you ovulated late in your cycle so you might not actually be late as such yet.
or
b) Like me and lots of others, you may differ to the average cycle the tests are based on.
eg. My cycle is 28 days and I ovulate on day 17. That means my period usually starts 11 days past ovulation (DPO)
Most tests work on a basis that the average woman has a 28 day cycle, ovulates on day 14, then period starts 14 DPO.
If I tested on my due date at 11 DPO I am still 3 days "early" than the average woman so I might not get a positive test until I am 14 DPO like the average, by which point I will be 3 days "late" (as it were).
I would wait and test again in a few days. Personally I haven't had especially clear results with First Response in the past but I have found Clearblue (ordinary and digital) to be excellent, as is Tesco's own (not Boots though, tiny tiny windows. Hope you get the result you want