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Bitcoin's decentralized nature has made it a popular mode of payment for buyers and sellers, but its highly volatile nature poses a challenge for investors. This study aims to predict future Bitcoin prices using a combination of Recurrent Neural Networks (RNN) and Long Short-Term Memory (LSTM) algorithms. The non-stationary nature of Bitcoin prices is addressed using RNN, which is particularly useful for analyzing sequential data.The dataset used in this research is sourced from the Kraken exchange and includes various factors that are believed to influence Bitcoin prices, such as transaction volume, hash rate, and Google search trends. The data is preprocessed and cleaned to ensure accuracy, and then fed into the RNN and LSTM models for training and testing.The study's use of RNN and LSTM algorithms demonstrates the effectiveness of these methods in predicting Bitcoin prices, particularly in the context of sequential data. The results of the study, provide insights into potential future trends in Bitcoin prices and identify key indicators that significantly influence Bitcoin prices. The findings of this research have important implications for investors and traders looking to make informed decisions in the cryptocurrency market, as well as for researchers seeking to improve our understanding of Bitcoin's price dynamics. By predicting future prices, the study provides insights that can mitigate the risks associated with Bitcoin's volatility, making it a more viable investment option.