moving a smoke domain to another display layer

I’m following a Blender Cookie tornado tutorial from 2012: https://www.youtube.com/watch?v=Bh71a0jXh5Y

at 21:49 he moves the Smoke Domain to a 3rd layer.

When he views the 3rd layer alone, smoke is visible. When I view the smoke domain by itself I cannot see smoke.
I can only see smoke when I’ve got all three layers selected at the same time.

Any suggestions? Thanks!

(tried to attach a blend file but at 13Mb I guess it is too large)