  The magnetic structure for the newly discovered iron-arsenide compound
\CaFeAs has been studied by neutron powder diffraction. Long-range magnetic
order is detected below 85K, with an incommensurate modulation described by the
propagation vector k=(0,$\delta$,0), $\delta\sim$ 0.39. Below $\sim$ 25K, our
measurements detect a first-order phase transition where $\delta$ locks into
the commensurate value 3/8. A model of the magnetic structure is proposed for
both temperature regimes, based on Rietveld refinements of the powder data and
symmetry considerations. The structures correspond to longitudinal
spin-density-waves with magnetic moments directed along the \textit{b}-axis. A
Landau analysis captures the change in thermodynamic quantities observed at the
two magnetic transitions, in particular the drop in resistivity at the lock-in
transition.
