We present nuclear magnetic resonance (NMR) measurements on the three distinct In sites of CeCoIn5 with a magnetic field applied in the  direction. We identify the microscopic nature of the long range magnetic order (LRO) stabilized at low temperatures in fields above 10.2 T while still in the superconducting (SC) state. We infer that the ordered moment is oriented along the c axis and map its field evolution. The study of the field dependence of the NMR shift for the different In sites indicates that the LRO likely coexists with a modulated SC phase, possibly that predicted by Fulde, Ferrell, Larkin, and Ovchinnikov. Furthermore, we discern a field region dominated by strong spin fluctuations where static LRO is absent and propose a revised phase diagram.