BUG: DataFrame.to_feather() does not work
The function `DataFrame.to_feather()` creates a file that cannot be read in in R.

- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
import pandas as pd
df = pd.DataFrame({'a': [42, 43]})
df.to_feather("out.feather")
```

#### Problem description

When exporting a dataframe as above to feather format and reading it in from R, I get
```R
> library(feather)
> read_feather("out.feather")
Error in openFeather(path) : Invalid: Not a feather file
```

This error seems to have been introduced recently, it used to work on older environments. R version: 3.6.3.

#### Expected Output

It should be read in correctly.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.8.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.4.0-33-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.0.4
numpy            : 1.18.5
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 47.1.1.post20200604
Cython           : 0.29.19
pytest           : 5.4.3
hypothesis       : None
sphinx           : None
blosc            : None
feather          : 0.4.1
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.15.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.2.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.17.1
pytables         : None
pytest           : 5.4.3
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.17
tables           : None
tabulate         : None
xarray           : 0.15.1
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : None
>>> 


</details>
