Python 3 returns “invalid syntax” when trying to perform string interpolation

I have recently been learning python 3 and I cannot get any examples involving string interpolation (formatting) to work.

In [1]: state = "Washington"

In [2]: state
Out[2]: 'Washington'

In [3]: my_message = f"I live in {state}"
File "<ipython-input-3-d004dd9e0255>", line 1
my_message = f"I live in {state}"
                                ^
SyntaxError: invalid syntax

I figured my machine was defaulting to python 2, but a quick check reveals:

Python 3.5.2 (default, Nov 17 2016, 17:05:23) 
Type "copyright", "credits" or "license" for more information.

IPython 5.2.2 -- An enhanced Interactive Python.

I am on Ubuntu 16.04:

python3 --version
Python 3.5.2

Am I just overlooking basic syntax? I have run the same commands on a few computers from fellow students and it seems to execute just fine.