If I want Python 3.6, I have to compile it myself. Use “dnf” for RedHat based distros and “apt-get” for Debian.

sudo dnf install readline-devel  # or up-arrow won't navigate history
sudo dnf install sqlite-devel openssl-devel bzip2-devel
sudo dnf install xz-devel

Then on Fedora and macOS…

wget https://www.python.org/ftp/python/3.7.0/Python-3.7.0.tgz
tar -xvf Python-3.7.0.tgz
cd Python-3.7.0/
./configure --prefix=/opt/python3 --enable-optimizations
make
sudo make install
# sudo ln -s /opt/python3/bin/python3 /usr/bin/python3

For Debian (eg., Rasbian) try the following (on raspberry pi libssl-dev isn't available):

sudo apt-get install build-essential libncursesw5-dev libreadline-dev libssl-dev libgdbm-dev libc6-dev libsqlite3-dev tk-dev libffi-dev

The necessary bits to build these optional modules were not found:
_bz2                  _lzma                 _ssl

On Raspbian, I put it in the default location:

cd Python-3.7.0/
./configure --enable-optimizations
make -j4
sudo make install

Sometimes I have trouble with pip3 (ImportError: cannot import name 'main' from 'pip'), so prefer to use “python 3 -m pip” instead.

sudo python3 -m pip install --upgrade pip
sudo python3 -m pip install requests
python3 -m pip install --user --upgrade httpie