Sub-figures in multiple pages but with one figure caption and showing "continued on next page"

Question

The below code (together with Knitr package in R) creates figures on 3 pages under one caption of "Figure 1: Lots of figure". What I want to have is something like "footer" underneath figures in pages 1 and 2 saying "continued on next page". Similar as how "longtable" handles with the split of a long table over pages.

Or maybe "Figure 1: Lots of figure (continued)" as captions for figures on pages 2 and 3?

Can someone help?

-Yaming

\documentclass[letterpaper]{article}
\usepackage{morefloats}
\usepackage{caption}

\begin{document}

\begin{center}
\captionof{figure}{Lots of figure}

<<test, echo=FALSE, fig.show='hold'>>=
library(lattice)
dat <- data.frame(x = rnorm(100),
                  y = rnorm (100),
                  a = rep(1:5, ea = 2)
                  )
xyplot(y~x|a,
       data = dat,
       layout = c(2, 1)
       )
@

\end{center}

\end{document}