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Whenever the pattern instructions tell you to "fasten off", that means that you are finished working a certain section of the pattern, that you are finished with that color of yarn, or that you have reached the end of the project. Fastening off in crochet is easier than in knitting -- you do not need to cast off, you have already completed your last stitch. All you have to do is cut the yarn (you should probably try to leave at least a 4 to 6 inch "tail" of yarn), wrap it over your hook, and pull it through the loop on the hook.