Sometimes a yellow or orange filter can add a little texture to an overcast sky. It depends on the uniformity of the cloud cover. High thin clouds will usually show a bit of texture, but if the sky is just plain leaden and uniformly grey, not much will help. You have to be careful when using these on overcast days. The color temperature of the light on an overcast day is considerably cooler (more biased towards blue and less towards red) than it is on a clear day. Yellow, orange, and red filters are essentially blue blocking filters with yellow being the least strong and red the most. All other things being equal, the sky should darken a little bit, but of course, all other things are not equal. Filter factors, an approximation at best since no two films have exactly the same spectral response, are gauged on full spectrum daylight, and so you might have to add more exposure than the filter factor calls for when using them on an overcast day to get decent exposure on the foreground. Once you compensate for that, the sky gets more exposure and prints light again. Back to square one. Short answer, filters don't buy you much on a cloudy day for sky values.