Update 6:15AM CDT
Temperatures and dew points did close to between 90 and near 100 percent relative humidity at many locations overnight, but the dense fog did not form or spread much from the original area of dense fog over northwest Indiana into southern Cook County and the south suburbs (check visibility map below)
With dense fog already over the waters of southern Lake Michigan, dew-points inland in the middle 30s under mostly clear skies and light easterly winds, conditions are set for dense fog dropping visibility to a quarter-mile or less over a good portion of northeast Illinois into northwest Indiana overnight into early Thursday morning.
As of 11PM, a Dense Fog Advisory was in effect until 9AM Thursday morning for portions of Cook and Will Counties in Illinois and Lake and Porter Counties Indiana on around the south end of Lake Michigan into Berrien County, Michigan (see gray-shaded areas on the map below). This fog was advecting south and east off the lake into adjoining land.
Advection fog should continue to occur along the lakefront, and temperatures farther inland should slowly fall into the middle 30s later tonight, meeting the existing dew-points and developing dense fog. So the Dense Fog Advisory will likely have to be extended over a greater area overnight.
Other maps below show current visibility in miles, as well as current temperatures and dew-points to give you a better idea of current conditions, as well as provide an indication where the fog could spread/develop.