We construct a highly regular and simple structured class of sparsely connected convolutional neural networks with rectifier activations that provide universal function approximation in a coarse-to-fine manner with increasing number of layers. The networks are localized in the sense that local changes in the function to be approximated only require local changes in the final layer of weights. At the core of the construction lies the fact that the characteristic function can be derived from a convolution of characteristic functions at the next coarser resolution via a rectifier passing. The latter refinement result holds for all higher order univariate B-splines.