Question: I am running a parfor loop in Matlab that takes a lot of time and I would like to know how many iterations are left. How can I get that info?

Answer: 
Try this FEX file: <http://www.mathworks.com/matlabcentral/fileexchange/32101-progress-monitor--progress-bar--that-works-with-parfor>

You can easily modify it to return the iteration number instead of displaying a progress bar.
I created a utility to do this:

<http://www.mathworks.com/matlabcentral/fileexchange/48705-drdan14-parforprogress>