Nice photos! Your grasshopper is actually a species of Katydid! It is a female. You can tell because she has an ovipositor (the curved, sword-like appendage extending from the end of the abdomen).
I think she is from Subfamily Phaneropterinae. I am not sure I can ID her further but the ovipositor shape is often a good way to ID (along with wing and head shape):
http://bugguide.net/node/view/6288/bgpage
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