Most digital still cameras acquire imagery with a color filter array (CFA), sampling only one color value for each pixel and interpolating the other two color values afterwards. The interpolation process is commonly known as demosaicking. In general, a good demosaicking method should preserve the high-frequency information of imagery as much as possible, since such information is essential for image visual quality. We discuss in this paper two key observations for preserving high-frequency information in CFA demosaicking: (1) the high frequencies are similar across three color components, and 2) the high frequencies along the horizontal and vertical axes are essential for image quality. Our frequency analysis of CFA samples indicates that filtering a CFA image can better preserve high frequencies than filtering each color component separately. This motivates us to design an efficient filter for estimating the luminance at green pixels of the CFA image and devise an adaptive filtering approach to estimating the luminance at red and blue pixels. Experimental results on simulated CFA images, as well as raw CFA data, verify that the proposed method outperforms the existing state-of-the-art methods both visually and in terms of peak signal-to-noise ratio, at a notably lower computational cost.