How to ensure completeness in an enum switch at compile time?

I don't know about the standard Java compiler, but the Eclipse compiler can certainly be configured to warn about this. Go to Window->Preferences->Java->Compiler->Errors/Warnings/Enum type constant not covered on switch.

Another solution uses the functional approach. You just need to declare the enum class according with next template:

public enum Direction {

    UNKNOWN,
    FORWARD,
    BACKWARD;

    public interface SwitchResult {
        public void UNKNOWN();
        public void FORWARD();
        public void BACKWARD();
    }

    public void switchValue(SwitchResult result) {
        switch (this) {
            case UNKNOWN:
                result.UNKNOWN();
                break;
            case FORWARD:
                result.FORWARD();
                break;
            case BACKWARD:
                result.BACKWARD();
                break;
        }
    }
}

If you try to use this without one enumeration constant at least, you will get the compilation error:

getDirection().switchValue(new Direction.SwitchResult() {
    public void UNKNOWN() { /* */ }
    public void FORWARD() { /* */ }
    // public void BACKWARD() { /* */ } // <- Compilation error if missing
});

In Effective Java, Joshua Bloch recommends creating an abstract method which would be implemented for each constant. For example:

enum Color {
    RED   { public String getName() {return "Red";} },
    GREEN { public String getName() {return "Green";} },
    BLUE  { public String getName() {return "Blue";} };
    public abstract String getName();
}

This would function as a safer switch, forcing you to implement the method if you add a new constant.

EDIT: To clear up some confusion, here's the equivalent using a regular switch:

enum Color {
    RED, GREEN, BLUE;
    public String getName() {
        switch(this) {
            case RED:   return "Red";
            case GREEN: return "Green";
            case BLUE:  return "Blue";
            default: return null;
        }
    }
}