Midpoints of the Sides of a Quadrilateral

The Activity Problem

What is the figure formed by joining the midpoints of the adjacent sides of a quadrilateral?
Please enable Java for an interactive construction (with Cinderella).
Drag free points A, B, C, or D to alter the quadrilateral ABCD and observe the the figure EFGH, which is formed by joining the midpoints of the adjacent sides of a quadrilateral each time you alter the quadrilateral ABCD.

Make a conjecture about the formed figure EFGH.