Images are often compressed using JPEG or JPEG2000. Many retrieval systems operated in either uncompressed or compressed domains have been proposed. However, retrieving in multiple domains typically involves full decompression for feature analysis in spatial domain. Common features in different domains are thus worth of investigation for direct image indexing. By employing a common subband filtering model, outputs from JPEG and JPEG2000 can be compared directly without having a full decompression. Despite of high compression, similar translation and rotation invariant features can be extracted from these two domains. Simulation results reveal that JPEG and JPEG2000 compressed images can be searched from one another irrespective of the compression ratio. Our experimental studies confirm that retrieval in multiple domains is possible without a full decompression.