You're right, it is a female Katydid, or Bush Cricket. I'm fairly sure that it's a Common True Katydid (Pterophylla camellifolia) although, since it has fully developed wings, it's an adult though rather than a nymph.

I'd call it a bush cricket - I didn't know that's what a Katydid is. I came across the term reading "What Katy Did" about 50 years ago.