Grasshoppers are masters at camouflage.
For example, can you find the grasshopper in this photograph?
I would say the antennae give it away.
Here's a better view of who you are looking for.
This is a pallid-winged grasshopper. There were quite a few in my yard on October 26 when I took this photograph, and there still is. When I looked in the Bug of the Week archives, I noticed I have a post about pallid-winged grasshoppers from October 26, 2011. I guess I'll look for them again about that time next year.
Are grasshoppers still active where you live?