Peskemom is correct in that USNA (and the other SAs) really like to see evidence of athletic participation. You could probably somewhat make up for no athletics with a VERY strong CFA. However, in the view of the SAs, participation in athletics, especially team sports, has other benefits (teamwork, focus on goals, fitness, etc.) and the overwhelming majority of successful candidates are active in organized sports (individual or team, in school or outside of school).
A few other comments -- it's very difficult for people on this forum to counsel you adequately. You indicated your GPA but not what courses you are taking or how you rank within your class. If that GPA incluldes AP classes and lots of math and science, you will be in better shape than if you're taking Music Theory, Language, English, Art History and the lowest math you can take. Not saying the above isn't a worthwhile curriculum, but it won't help you for USNA. Also, if your GPA puts you in the top 10% of the class, that's going to be more impressive than if it puts you in the bottom 40%.
Finally, think about leadership. Chess Club president is OK if you are actually doing things in that position that demonstrate leadership. However, it is good to have activities that require you to develop and/or organize events, supervise fellow students, interact with adults to get things done -- in other words, to lead. There are many, many opportunities in and out of school.
You should contact your BGO who is in the best position to advise you about YOUR specific situation. As I say so often on this forum, BGOs aren't just there to conduct an interview; they are also there to help candidates with questions such as these.