Plots of array Comparative Genomic Hybridization (CGH) data often show special patterns: stretches of constant level (copy number) with sharp jumps between them. There can also be much noise. Classic smoothing algorithms do not work well, because they introduce too much rounding. To remedy this, we introduce a fast and effective smoothing algorithm based on penalized quantile regression. It can compute arbitrary quantile curves, but we concentrate on the median to show the trend and the lower and upper quartile curves showing the spread of the data. Two-fold cross-validation is used for optimizing the weight of the penalties.