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Yersinella raymondi
It did look like a nymph of a katydid, but it is not - this katydid is a small insect, a bit short of 2 cm in length, light brown body, bordered by a dark brown band on sides.
Found in mountainous mixed forest, Jura Natural Reserve, at about 900 m of altitude.
Sorry about the overexposed photo; my camera was using last drops of energy... and many thanks to Emilie for help and correction in ID.