I think I did something wrong,. My curve is behaving differently to yours, there is a sharp kink. It doesnt smooth out or rotate when I copy the first.

Hi Hardus,

This could be 1 of 2 issues.

1. If you are using a cycle modifier (and it looks like you are) you will need to make sure that the 1st key and the last key are at the same height.  Otherwise you will get a sharp kink in your curve.
2. Another cause is if you have 2 keys almost over the top of each other.  Like at frame 12.0 and 12.000000000001.   This can sometimes happen when pasting keyframes and other random times (bugs).  But if you have the "Nearest Frame" option selected under the snapping (which you do) it will stop this from happening 99% of the time.