This shape that arises is a fractal because it shows self-similarity. Since it fills the plane its dimension is 2. It is actually a well known shape called the Dragon Curve.
The following is a quote from http://library.thinkquest.org/26242/full/fm/fm8.html
"Since the motif has 2 identical line segments of sizes 0.5·sqr(2), the dimension is log 2 / log (2·sqr(2)) = 2"
or see also http://en.wikipedia.org/wiki/Dragon_curve
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