Create a #dax Measure in a Session in #BISM #Tabular

Thanks to Greg Galloway that pointed me out this is possible, in this post I want to show how to create a measure local to a session. This could be done in SQL Server Management Studio, even if it is probably not so useful for a Tabular model considering that you can easily define measures local to a DAX query. However, maybe you will have a reason to do that (I can only imagine a long list of measures defined in a session that are used in small queries sent from a client - it could be an idea for custom clients connecting to Tabular that sends many short queries using the same measures, for example a dashboard or a set of charts).