Large Faraday rotation measures (LFRMs) are observed across the lobes of Cygnus A, with typical values of ±2000 rad/m/m with a few regions having values as high as ±6400 rad/m/m. The spatial distribution of these LFRMs shows ordering on scales 5-20 kpc. It is currently believed that these LFRMs are caused by magnetized, ionized gas external to the source; either from the overall ICM in which the source is embedded, or shocked gas surrounding the lobes. We present the results of our JVLA wideband (2-17 GHz) polarization study of Cygnus A. The data reveal very interesting features such as significant depolarization, and deviations from λ²-law. Such behavior suggests the presence of unresolved fluctuations in the structure of the fields, and/or a region of mixed synchrotron-emitting and thermal gas in or around the lobes. We find that the depolarization is independent of the LFRMs implying that these LFRMs are most likely external to the radio lobes — consistent with previous claims. Moreover, we find that the majority of the depolarization at 0.75 kpc-scale can be accounted for by unresolved structures, implying magnetic field fluctuation scales smaller than 0.75 kpc. The exact location of these fields still remains uncertain, but there is an indication that they may be local to the source.