Think these will work?

[Readyforapool]

The wind was whipping pretty good while we were by the pool a week or so ago and we had to fish a towel out of the deep end! So I started looking for things other than my behind to hold the towels on the chairs - found these at (of all places) the dollar store! I figured for a buck we'd give them a try, if nothing else they will be good for drying suits out there!

 

[mrcarcrazy]

Only issue will be when the air gets below the towel and it acts like a sail sending your chair into the next county. I'm at least 1/2 kidding. I think those should do the trick

I saw some things @ Target just for this purpose the other day. IMHO you solution is very similar and likely as effective.

 

[Butterfly]

Good find! Looks like they can be used for chip clips, too!