  Motivated by recent neutron scattering experiments in Fe-based
superconductors, we study how the magnetic resonance in the superconducting
state is affected by the simultaneous presence of either static or fluctuating
magnetic orders using the random phase approximation. We find that for the
underdoped materials with coexisting superconducting and antiferromagnetic
orders, spin rotational symmetry is explicitly broken at the ordering momentum
$Q_1 = (\pi,0)$. Only the longitudinal susceptibility exhibits the resonance
mode, whereas a spin-wave Goldstone mode develops in the transverse component.
Meanwhile, at the frustrated momentum $Q_2 = (0,\pi)$, the susceptibility
becomes isotropic in spin space and the magnetic resonance exists for both
components. Furthermore, the resonance energies at $Q_1$ and $Q_2$ have
distinct scales, which provides a natural explanation for the recently observed
double resonance peaks. In addition, we show that near optimal doping the
existence of strong magnetic fluctuations, which are modeled here via a
Gaussian mode, can still induce the spin anisotropy in the magnetic
susceptibility.
