That's a tricky one. Sometimes the weather reports seem odd to me, but it is probably just a misunderstanding of terminology on my part. I've never worked out how weather can be both Fine and Cloudy at the same time!
But to your question. Fog is probably the best tag if it is also Fine; I'm picturing something like ground fog with clear skies if you look straight up. However, sometimes the Dull/Overcast/Drizzle tag seems to fit better for a comment that it is misty. You just have to use your judgment and look at the context.