Smoothing data is usually a bad idea. The way to improve noisy data is to measure more of it and rely upon the central limit theorem to work its magic. Smoothing is usually little more than an aesthetic fix and it introduces distortions to your data that become serious sources of systematic uncertainty in any later attempts to analyze the smoothed data.
Be that as it may, ATHENA gives you a few smoothing options. One applies IFEFFIT's three-point smoothing algorithm repeatedly to your data. The number of iterations can be set using the number selection control. The other is a wacky sort of Fourier thing that I once wrote. On occasion it works fine, usually it sucks.
Eventually I plan to implement a Savitsky-Golay filter.
You can overplot the data and the smoothed data using the button on the left, as shown below. The button on the right makes a group out of the smoothed data and places it in the group list.