Your best course of action is to monitor your humidity in the coop as well as temp, if the humidity in the coop is above 60% you don't want the temp in the coop to drop bellow 33°F or else you risk frostbite due to the combination of high humidity and moderate freezing temps... Find a way to lower humidity if this is the case, generally this is done with more ventilation...
On the other hand if the humidity is bellow 60% (the lower the better) then most breeds can handle temps down to zero without much hassle, although I would recommend as the temp gets further down towards zero you aim to lower he humidity towards 40% or lower or there is still a potential for frostbite...
As the temps fall into the extreme negatives say -20°F and below, exposure loses and frostbite will happen regardless of humidity levels, especially to less cold tolerant birds, young birds, sick birds or elderly birds...
Remember this is the temp and humidity in the coop, not the temp/humidity outside... Chickens packed in a small coop will warm it up a bit, but they will also drive up the humidity...
