How/when to properly check your tires pressure?

The last time I checked my tire pressure was around November 2015 and it was about 30 degrees Fahrenheit outside. I used a digital tire pressure gauge to check and my tire pressure which were all under the recommended 32PSI. So I filled my tires to 32PSI. Fast froward to today which is 60 degrees Fahrenheit outside, I checked my tire pressure after picking up one of my family member and every tire was around 37PSI. The drive was about 10 minutes long in the city under 35mph. Here is my question, does the cold weather affect the tire pressure reading? When is it the best time to check your tire pressure for accurate reading? If my gauge is not broken and the readings are correct, then that means I was driving around with over inflated tires for about 4 months! The sticker on my driver side door recommends 32PSI for all four tires. I drive a 2006 Honda Civic if that makes any difference. Thanks for your help.

Edit: Just check this morning 7am, 37 degrees Fahrenheit, and all of my tires are at 29.5PSI.