Found the solution. Not by recording the login with OSX Automator, but by making a shell script into an Apple Script App.
javaws -J-Djnlp.client.username=DEMOxxxxxxxxx -J-Djnlp.client.password=xxxxxx https://www.dukascopy.com/client/demo/jclient/jforex.jnlp
and s similar script for the live version.