Cryptocurrency emerged in the market as an asset with significant market capitalization; attracting traders, investors and researchers alike. The nature of cryptocurrency is very much volatile and dynamic which is the key challenge for the researchers for prediction of the cryptocurrency prices. In recent years, machine learning techniques along with deep learning techniques have witnessed promising results in various financial forecasting domains. This research paper presents a comprehensive investigation of Utility cryptocurrency price movement (XRP and Chainlink) using Deep Learning techniques. The study aims to compare the price using different methodologies. The research focuses on long short-term memory (LSTM), gated recurrent units (GRU). Historical price data of XRP and Chainlink are employed to train and evaluate the models using different evaluation metrics such as Root Mean Square Error (RMSE), Mean Absolute Error (MAE), R2 score, Regression Score, (MGD), (MPD). This research contributes to the growing body of knowledge concerning cryptocurrency price prediction by shedding light on the effectiveness of time series models, sentiment analysis, and their hybridization. The objective is to populate findings that have significant implications for different stakeholders like investors, traders,, and financial institutions seeking to make informed decisions in the highly volatile cryptocurrency market.