It is typically believed that pre-ejaculate contains sperm, for example
Guys leak a bit of sperm out of the penis before ejaculation. This is called pre-ejaculate. source
Does a man's pre-ejaculate fluid contain sperm typically?
It is debated. I found 3 studies relating to this, in temporal order:
The more significant finding, however, was that most pre ejaculate samples did not contain any sperm and those that did had only small clumps of a very small amount of sperm which seemed to be immobile. A larger study is needed to verify these results. If these results are confirmed, they may dispel the myth that pre ejaculate fluid contains sperm.
Preejaculatory fluid secreted at the tip of the urethra from Cowper's gland during sexual stimulation did not contain sperm and therefore cannot be responsible for pregnancies during coitus interruptus.
Eleven of the 27 subjects (41%) produced pre-ejaculatory samples that contained spermatozoa and in 10 of these cases (37%), a reasonable proportion of the sperm was motile.
None of these studies is conclusive (the biggest study was on 27 patients). Given that in some cases, spermatozoa were found in pre-ejaculate fluid, the only conclusion we can reach, pending better studies, is that in some common cases it does indeed contain sperm.
As such, it is not advisable to ever assume that coitus interruptus would be effective in preventing pregnancy.